+4,692.2%
SOXL vs MLM
+204.6%
+4,487.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.9% |
| 7D | +16.4% | +1.4% | +15.0% | +14.1% |
| 30D | -12.1% | -6.5% | -5.6% | -4.0% |
| 3M | -41.7% | -7.4% | -34.3% | -38.1% |
| 6M | +157.4% | -15.8% | +173.2% | +219.5% |
| YTD | +193.3% | -17.4% | +210.7% | +269.5% |
| 1Y | +355.3% | -17.9% | +373.2% | +474.9% |
| 3Y | +484.2% | +18.9% | +465.3% | +396.5% |
| 5Y | +182.7% | +43.4% | +139.2% | +134.8% |
| 10Y | +4,692.2% | +206.2% | +4,486.1% | +2,042.4% |
| All | +4,692.2% | +204.6% | +4,487.7% | +2,042.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling